The magnetosheath flow may take the form of large amplitude, yet spatially localized, transient increases in dynamic pressure, known as “magnetosheath jets” or “plasmoids” among other denominations. Here, we describe the present state of knowledge with respect to such jets, which are a very common phenomenon downstream of the quasi-parallel bow shock. We discuss their properties as determined by satellite observations (based on both case and statistical studies), their occurrence, their relation to solar wind and foreshock conditions, and their interaction with and impact on the magnetosphere. As carriers of plasma and corresponding momentum, energy, and magnetic flux, jets bear some similarities to bursty bulk flows, which they are compared to. Based on our knowledge of jets in the near Earth environment, we discuss the expectations for jets occurring in other planetary and astrophysical environments. We conclude with an outlook, in which a number of open questions are posed and future challenges in jet research are discussed.